Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-07 0.257964 0.279511 0.302812 0.330021 0.361103 0.395718 0.437486
2025-12-14 0.227404 0.254743 0.285880 0.324379 0.371288 0.427386 0.500807
2025-12-21 0.205365 0.235581 0.271311 0.317418 0.376484 0.451308 0.556233
2025-12-28 0.194037 0.227256 0.267864 0.322346 0.395497 0.493503 0.640915
2026-01-04 0.186362 0.222287 0.267520 0.330395 0.418615 0.543403 0.744930
2026-01-11 0.175813 0.212575 0.259905 0.327510 0.425708 0.570866 0.819805
2026-01-18 0.169323 0.207488 0.257720 0.331469 0.442491 0.614458 0.929595
2026-01-25 0.158706 0.196139 0.246109 0.320794 0.435914 0.619961 0.973292
2026-02-01 0.149038 0.185486 0.234714 0.309396 0.426840 0.619803 1.005850
2026-02-08 0.143093 0.179568 0.229522 0.306676 0.431000 0.642300 1.087867
2026-02-15 0.140754 0.178462 0.231009 0.314031 0.452079 0.697419 1.253458
2026-02-22 0.136357 0.174196 0.227604 0.313428 0.459574 0.728479 1.374515
2026-03-01 0.131622 0.169336 0.223213 0.311191 0.464481 0.756311 1.500319
2026-03-08 0.126896 0.164266 0.218216 0.307578 0.466520 0.778709 1.620764
2026-03-15 0.121981 0.158701 0.212175 0.301801 0.463984 0.791133 1.718410
2026-03-22 0.120018 0.157372 0.212509 0.306651 0.481752 0.850585 1.987633
2026-03-29 0.118807 0.157082 0.214398 0.314239 0.505632 0.928989 2.371891
2026-04-05 0.115392 0.153321 0.210610 0.311618 0.508861 0.958749 2.597027
2026-04-12 0.113552 0.151867 0.210409 0.315313 0.525392 1.025463 3.031661
2026-04-19 0.108989 0.146076 0.202952 0.305418 0.512336 1.012031 3.086068
2026-04-26 0.104518 0.140299 0.195321 0.294832 0.497010 0.990452 3.091261
2026-05-03 0.101912 0.137328 0.192162 0.292305 0.498930 1.017099 3.376134
2026-05-10 0.101293 0.137413 0.194003 0.299143 0.522138 1.109746 4.155777